-2.1%
TLT vs DGX
+93.2%
-95.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.7% | -1.0% |
| 7D | -1.6% | -3.5% | +1.9% | -1.2% |
| 30D | -1.3% | -2.7% | +1.3% | -1.1% |
| 3M | -3.7% | +13.9% | -17.6% | -5.0% |
| 6M | -6.4% | +16.0% | -22.4% | -7.8% |
| YTD | -4.5% | +34.9% | -39.4% | -7.5% |
| 1Y | -5.9% | +30.6% | -36.4% | -8.6% |
| All | -2.1% | +93.2% | -95.3% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded DGX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling